+117.0%
AXP vs ELF
+259.0%
-142.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -2.1% | +5.4% | -7.5% | -2.8% |
| 30D | -6.5% | +27.0% | -33.5% | -9.5% |
| 3M | +4.6% | +113.2% | -108.6% | -5.5% |
| 6M | +5.4% | +36.6% | -31.2% | +0.3% |
| YTD | -11.1% | +44.2% | -55.3% | -16.4% |
| 1Y | -0.3% | -18.0% | +17.7% | -0.5% |
| 3Y | +111.6% | -19.9% | +131.5% | +92.5% |
| All | +117.0% | +259.0% | -142.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling